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An econometric approach to measuring productivity: Australia as a case study
Agbenyegah, Benjamin K. - 2007
Seminal papers of Solow (1957) and Swan (1956) stimulated debate among economists on the role of technical change in productivity improvements and for that matter economic growth. The consensus is that technological change accounts for a significant proportion of gross national product (GNP)...
Persistent link: https://www.econbiz.de/10009434905
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Testing for causality with Wald tests under nonregular conditions
Burda, Maike M. - 2001
kausale Beziehungen zwischen zwei Variablen in vektorautoregressiven (VAR) Modellen zu untersuchen. Wenn das VAR Modell mehr … letztgenannten Konzepte aufgefasst werden kann. Wenn Kausalitaet an Prognosehorizonten groesser als eins gemessen wird und das VAR … Variable sei, nichtlineare Restriktionen auf die VAR Koeffizienten. (In nichtstationaeren VAR Modellen treten nichtlineare …
Persistent link: https://www.econbiz.de/10009467094
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A Var Analysis of the Current Account
Gogenakan Onder, Nushet Anil - 2006
VAR (Vector Autoregressive) framework to capture the dynamic relationships among variables. The model contains the …
Persistent link: https://www.econbiz.de/10009431165
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Policy implications of budget deficit targets
Haque, M. Badrul - 1991
I analyze in this paper a financial program found commonly in developing countries that are engaged in improving structural imbalances. Similar programs have also been adopted in industrialized countries, in the U.K. since 1980 and in the U.S. since 1984. A typical financial program consists of...
Persistent link: https://www.econbiz.de/10009468596
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Politische Ökonomik der Staatsverschuldung : Erklärungsmodelle und ihre empirische Überprüfung
Weisser, Stephan - 2006
Die Staatsverschuldung vieler industrialisierter Länder hat seit Anfang der siebziger Jahre drastisch zugenommen. Zwar waren die meisten Länderhaushalte in der Zeit vom Ende des Zweiten Weltkriegs bis in die frühen siebziger Jahre durch eine deutliche Abnahme der Staatsverschuldung...
Persistent link: https://www.econbiz.de/10009471835
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The Budget Deficit and the Trade Deficit: What Is Their Relationship?
Labonte, Marc; Government and Finance Division - 2003
During the last half of the 1990s, real gross domestic investment rose as a fraction of real GDP. This resulted from the rise in U.S. productivity and the related rise in the real yield on U.S. assets. This drew additional private capital from abroad. If the twin deficits theory is correct, it...
Persistent link: https://www.econbiz.de/10009475103
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The Budget Deficit and the Trade Deficit: What Is Their Relationship?
Labonte, Marc; makinen, gail; Government and Finance … - 2005
During the last half of the 1990s, real gross domestic investment rose as a fraction of real GDP. This resulted from the rise in U.S. productivity and the related rise in the real yield on U.S. assets. This drew additional private capital from abroad. If the twin deficits theory is correct, it...
Persistent link: https://www.econbiz.de/10009475104
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Policy implications of budget deficit targets
Haque, M. Badrul - 1991
I analyze in this paper a financial program found commonly in developing countries that are engaged in improving structural imbalances. Similar programs have also been adopted in industrialized countries, in the U.K. since 1980 and in the U.S. since 1984. A typical financial program consists of...
Persistent link: https://www.econbiz.de/10009451090
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Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
School of Economics and Finance
markets for the two classes of shares. Value-at-Risk (VaR) threshold forecasts are used to analyse the importance of … information flow on the risk evaluation of a diversified portfolio. The competing VaR forecasts are analysed using the …
Persistent link: https://www.econbiz.de/10009434861
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The global impact of the Russian financial crisis: evidence using granger causality and impulse reponses in a VAR model
Khalid, Ahmed; Rajaguru, Gulasekaran - 2007
construct a VAR to test the interlinkages among different market and different regions using the Granger causalfiy. Later, we …
Persistent link: https://www.econbiz.de/10009441618